Organic Tea Cosmetics Hldgs GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:116.19% (-9.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1372 | 19.14 | |
| 0.4454 | 9.24 | |
| 0.4787 | 25.79 | |
| -0.1912 | -2.82 |
Estimation Period:
Nov 4, 2016 to Feb 13, 2026
Nov 4, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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